http://askubuntu.com/questions/116020/python-https-requests-urllib2-to-some-sites-fail-on-ubuntu-12-04-without-proxy
it works like a charm.
For those who has the same problem, here's my code snippet:
host = "blockchain.info"
url_path = "/merchant/%s/new_address?password=%s&second_password=%s&label=%s" % (guid, main_pwd, snd_pwd, label)
conn = httplib.HTTPSConnection(host)
sock = socket.create_connection((conn.host, conn.port), conn.timeout, conn.source_address)
conn.sock = ssl.wrap_socket(sock, conn.key_file, conn.cert_file, ssl_version=ssl.PROTOCOL_TLSv1)
conn.request('GET', url_path)
rsp = conn.getresponse()
assert rsp.status == 200
address = json.loads(rsp.read())['address']